30 Jan 2017 DBIQ Index Selection Report Multi Asset Indices Selection and Rebalance Dates The report is designed to provide the details of future selection and rebalance dates of various Multi-Asset Indices handled by DBIQ. The selection and rebalance dates are populated considering the relevant holiday calendars with respect to the index. The dates are subject to change. The dates would be periodically updated. The indices which are covered in report are: Index Name DB Liquid Alpha 4% USD TR Index DB Dynamic Balance J6 4% TR DB Dynamic Balance J6 8% TR Index DB Dynamic Balance J9 8% TR Index DB MAA ER Index DB Momentum Asset Allocator USD TV 6 Index DB Momentum Asset Allocator TV6 JPY Hedged Index LSM EUR Index DB Cross Asset Trends USD Index DB Cross Asset Trends Ex Commodities USD Index Bloomberg Identifier DBLAUT4J DBDBJ6T4 DBDBJ6T8 DBDBJ9T8 DBMUUPPO DBMUUPPN DBMUAJ06 DBMULSME DBCATUSD DBCATXCU Index Development Contacts: London: +44 (0)207 545 0505 Hong Kong: +852 2203 6786 New York: +1 212 250 8998
DBIQ Index Selection Report Index name: DB Liquid Alpha 4% USD TR Index BBG Ticker: DBLAUT4J 19-Jan-17 16-Jan-17 21-Apr-17 18-Apr-17 20-Jul-17 17-Jul-17 19-Oct-17 16-Oct-17 Adjustment: In the event of a non-zero allocation to X-Alpha and the rebalance date is a Tokyo holiday date, the rebalancing date is bumped to the next good business day as per London, Eurozone, New York, and Japan holiday calendar. Index name: DB Dynamic Balance J6 4% TR Index and DB Dynamic Balance J6 8% TR Index BBG Ticker: DBDBJ6T4 and DBDBJ6T8 25-Jan-17 20-Jan-17 28-Feb-17 23-Feb-17 30-Mar-17 27-Mar-17 27-Apr-17 24-Apr-17 23-May-17 18-May-17 29-Jun-17 26-Jun-17 31-Jul-17 26-Jul-17 31-Aug-17 25-Aug-17 28-Sep-17 25-Sep-17 25-Oct-17 20-Oct-17 30-Nov-17 27-Nov-17 Index name: DB Dynamic Balance J9 8% TR Index BBG Ticker: DBDBJ9T8 24-Jan-17 17-Jan-17 28-Feb-17 21-Feb-17 30-Mar-17 23-Mar-17 2
27-Apr-17 20-Apr-17 31-May-17 23-May-17 29-Jun-17 22-Jun-17 31-Jul-17 24-Jul-17 31-Aug-17 23-Aug-17 28-Sep-17 21-Sep-17 31-Oct-17 24-Oct-17 30-Nov-17 23-Nov-17 Index name: DB MAA ER Index BBG Ticker: DBMUUPPO Rebalance Date Selection Date 31-Jan-17 31-Jan-17 28-Feb-17 28-Feb-17 31-Mar-17 31-Mar-17 28-Apr-17 28-Apr-17 31-May-17 31-May-17 30-Jun-17 30-Jun-17 31-Jul-17 31-Jul-17 31-Aug-17 31-Aug-17 29-Sep-17 29-Sep-17 31-Oct-17 31-Oct-17 30-Nov-17 30-Nov-17 Index name: DB Momentum Asset Allocator USD TV 6 Index BBG Ticker: DBMUUPPN Rebalance Date Selection date 31-Jan-17 27-Jan-17 28-Feb-17 24-Feb-17 31-Mar-17 29-Mar-17 28-Apr-17 26-Apr-17 31-May-17 26-May-17 30-Jun-17 28-Jun-17 31-Jul-17 27-Jul-17 31-Aug-17 29-Aug-17 29-Sep-17 27-Sep-17 31-Oct-17 27-Oct-17 3
DBIQ Index Selection Report 30-Nov-17 28-Nov-17 Index name: DB Momentum Asset Allocator TV6 JPY Hedged Index BBG Ticker: DBMUAJ06 Rebalance Date Selection Date 31-Jan-17 27-Jan-17 28-Feb-17 24-Feb-17 31-Mar-17 29-Mar-17 28-Apr-17 26-Apr-17 31-May-17 26-May-17 30-Jun-17 28-Jun-17 31-Jul-17 27-Jul-17 31-Aug-17 29-Aug-17 29-Sep-17 27-Sep-17 31-Oct-17 27-Oct-17 30-Nov-17 28-Nov-17 Index name: LSM EUR Index BBG Ticker: DBMULSME 31-Jan-17 27-Jan-17 28-Feb-17 24-Feb-17 31-Mar-17 29-Mar-17 28-Apr-17 26-Apr-17 31-May-17 29-May-17 30-Jun-17 28-Jun-17 31-Jul-17 28-Jul-17 Index name: DB Cross Asset Trends USD Index and DB Cross Asset Trends Ex Commodities USD Index BBG Ticker: DBCATUSD and DBCATXCU 4
10-Jan-17 06-Jan-17 10-Jan-18 08-Jan-18 Index Guide Disclaimers: This document is intended for information only and does not create any legally binding obligations on the part of Deutsche Bank AG and/or its affiliates ( DB ). This document is intended to provide a summary of the index it purports to describe. No warranty or representation is made as to the correctness, completeness and accuracy of the information. Without limitation, this document does not constitute an offer, an invitation to offer or a recommendation to enter into any transaction. When making an investment decision, you should rely solely on the final documentation relating to the transaction. 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